Jinyuan Chang
Biographic Data
| ID | 8921073 |
|---|---|
| NAME | Jinyuan Chang |
| GIVEN NAMES | Jinyuan |
| FAMILY NAME | Chang |
| SIGNATURE | CHANG J |
| AFFILIATIONS | Guizhou University of Finance and Economics |
| ORCID | 0000-0001-7933-4449 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Culling the Herd of Moments with Penalized Empirical Likelihood
Models defined by moment conditions are at the center of structural econometric estimation, but economic theory is mostly agnostic about moment selection. While a large pool of valid moments can potentially improve estimation efficiency, in the meantime a few invalid ones may undermine consistency. This article investigates the empirical likelihood estimation of these moment-defined models in high-dimensional settings. We propose a penalized empi…
No prominent works on this page.
Culling the Herd of Moments with Penalized Empirical Likelihood
Models defined by moment conditions are at the center of structural econometric estimation, but economic theory is mostly agnostic about moment selection. While a large pool of valid moments can potentially improve estimation efficiency, in the meantime a few invalid ones may undermine consistency. This article investigates the empirical likelihood estimation of these moment-defined models in high-dimensional settings. We propose a penalized empi…
Applied Mathematics (1 work) · Artificial Intelligence (1 work) · Asymptotic analysis (1 work) · Computer Science (1 work) · Econometrics (1 work) · Economic Policies and Impacts (1 work) · Economics (1 work) · Empirical likelihood (1 work) · Estimation (1 work) · Estimator (1 work)